+106.0%
CTAS vs NTR
+45.0%
+61.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -1.3% | -2.5% | +1.2% | -1.0% |
| 30D | -3.1% | +17.0% | -20.1% | -5.0% |
| 3M | +10.3% | +22.2% | -11.9% | +7.5% |
| 6M | +1.6% | +5.2% | -3.5% | +0.6% |
| YTD | +6.3% | +29.7% | -23.3% | +2.3% |
| 1Y | -0.5% | +39.4% | -39.9% | -5.4% |
| 3Y | +64.6% | +38.2% | +26.4% | +55.0% |
| 5Y | +106.0% | +47.6% | +58.4% | +77.7% |
| All | +106.0% | +45.0% | +61.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling